etf_vix dataset

CBOE ETF Volatility Index Dataset

bvhar package Read PDF manual

Maintainer: Young Geun Kim
License: MIT + file LICENSE
Last published: 2026-02-01

About the dataset

Number of rows: 905
Number of columns: 9
Class: tbl_df, tbl, data.frame

Column names and types

GVZCLS:numeric
OVXCLS:numeric
VXFXICLS:numeric
VXEEMCLS:numeric
VXSLVCLS:numeric
EVZCLS:numeric
VXXLECLS:numeric
VXGDXCLS:numeric
VXEWZCLS:numeric